It's very easy to start another session using the most recently run program and settings:
File menu
Re-Start Application...
starts the most recently launched program
Or click on the re-launch icon on the session toolbar.

Or use the shortcut:
Re-start application
No wizards or dialogs appear, so be ready for the application to start right away.
For troubleshooting launch problems, see Why might Inject or Launch fail? in the general questions .
There is no difference between wizard and dialog interface mode when re-launching.